+3,227.5%
CVNA vs ROL
+150.0%
+3,077.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -4.8% | +0.8% | -5.5% | -5.3% |
| 30D | +24.1% | +20.6% | +3.6% | +9.4% |
| 3M | +2.6% | +4.5% | -1.9% | -1.2% |
| 6M | -3.1% | -26.5% | +23.4% | +17.9% |
| YTD | -12.5% | -34.8% | +22.4% | +15.2% |
| 1Y | +13.0% | -33.2% | +46.2% | +45.4% |
| 3Y | +1,165.3% | +4.5% | +1,160.9% | +989.9% |
| 5Y | +29.0% | +15.5% | +13.5% | +2.9% |
| All | +3,227.5% | +150.0% | +3,077.5% | +993.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling